隨著中國大陸經濟蓬勃發展，國民生活水準、所得的提升，以及職業女性人數的增加。消費者對於化妝品的需求提升，促使中國大陸近幾年化妝品市場快速發展。因此，本研究以自我迴歸整合移動平均模型為研究方法，並於中國統計年鑑之商品零售價格指數中，擷取化妝品零售價格指數為研究對象，以探究未來中國大陸化妝品市場之零售價格趨勢。本研究採用年與月資料進行研究，研究期間為1996年1月至2014年12月，其實證結果發現，預測未來零售價格之趨勢，其月資料之零售價格指數呈現向上趨勢，而年資料之預測趨勢則呈現平緩趨勢。

Along with the economy of China is flourished in recent years, it enhanced people's income, and increased the number of professional women. As consumers increase, the demand for cosmetics grows accordingly in China. The Purpose of this paper is to use the ARIMA model to forecast the trend of retail prices of cosmetics in China. The data of the retail prices index was obtained from the China Statistical Yearbook. This study used yearly and monthly data, and the time span was from January, 1996 to December, 2014. The results showed that the retail price index of the monthly data was upwardly trend, and the yearly data showed flat trend.